+259.9%
WMB vs CRL
+400.8%
-141.0%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +4.7% | -1.0% | +2.8% |
| 7D | -6.7% | +4.4% | -11.0% | -7.5% |
| 30D | -8.6% | +17.1% | -25.6% | -11.5% |
| 3M | -4.9% | +32.1% | -37.0% | -10.4% |
| 6M | -6.3% | +98.9% | -105.2% | -19.5% |
| YTD | +13.0% | +77.1% | -64.2% | -1.7% |
| 1Y | +14.9% | +110.3% | -95.3% | -4.2% |
| 3Y | +113.4% | +108.5% | +4.9% | +65.9% |
| 5Y | +190.2% | -7.9% | +198.0% | +187.9% |
| 10Y | +259.9% | +368.9% | -109.1% | +86.3% |
| All | +259.9% | +400.8% | -141.0% | +86.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded CRL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling